Smoothing constrained generalized linear models with an application to the Lee-Carter model
From MaRDI portal
Cites work
- A cohort-based extension to the Lee-Carter model for mortality reduction factors
- A Poisson log-bilinear regression approach to the construction of projected lifetables.
- A quantitative comparison of stochastic mortality models using data from England and Wales and the United States
- Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
- Generalized additive models. An introduction with R.
- Generalized Linear Array Models with Applications to Multidimensional Smoothing
- scientific article; zbMATH DE number 3885090 (Why is no real title available?)
- scientific article; zbMATH DE number 3945130 (Why is no real title available?)
- scientific article; zbMATH DE number 4002053 (Why is no real title available?)
- scientific article; zbMATH DE number 47282 (Why is no real title available?)
- Modeling and forecasting U.S. mortality. (With discussion)
- Smoothing and forecasting mortality rates
- Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting
Cited in
(17)- Parameter estimation and inference in dynamic systems described by linear partial differential equations
- On constrained smoothing and out-of-range prediction using P-splines: a conic optimization approach
- Stochastic mortality dynamics driven by mixed fractional Brownian motion
- Smoothing Poisson common factor model for projecting mortality jointly for both sexes
- On Fitting generalized linear and non-linear models of mortality
- Parameter risk in time-series mortality forecasts
- GAUSSIAN PROCESS MODELS FOR MORTALITY RATES AND IMPROVEMENT FACTORS
- Mortality forecasting at age 65 and above: an age-specific evaluation of the Lee-Carter model
- Incorporating structural changes in mortality improvements for mortality forecasting
- Predictive Modeling of Obesity Prevalence for the U.S. Population
- Calibrating the Lee-Carter and the Poisson Lee-Carter models via neural networks
- Identifying subgroups of age and cohort effects in obesity prevalence
- Smooth projection of mortality improvement rates: a Bayesian two-dimensional spline approach
- A black box approach to fitting smooth models of mortality
- Whittaker-Henderson smoothing revisited: a modern statistical framework for practical use
- A Bayesian generalized additive model approach for forecasting mortality improvement with external information
- Multivariate time series modeling, estimation and prediction of mortalities
This page was built for publication: Smoothing constrained generalized linear models with an application to the Lee-Carter model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4970800)
